That's normal. The box below that opens up is just showing you the area that you can swipe the screen to unlock. You can pull down the notification bar to view a preview and select the message from the lock screen.

 

Also, if you have your phone set up to show the shortcuts on the lock screen, you can swipe up on the messaging app and it will open directly to the conversation list of the messaging app.

BigRedGonzo

 

To clarify, you would swipe up from the shortcut, which will appear at the bottom of your screen, not from the notification that UBG was referring to.

I was really hoping that Big Red was teaching me something new, because it certainly SEEMS like you should be able to swipe that notification to make things happen.